-50.3%
CCI vs SBAC
-44.9%
-5.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.3% |
| 7D | -0.3% | +0.2% | -0.4% | -0.4% |
| 30D | +2.1% | +3.9% | -1.7% | -0.6% |
| 3M | -17.8% | -8.2% | -9.7% | -12.6% |
| 6M | -14.2% | -2.8% | -11.4% | -13.6% |
| YTD | -13.3% | -1.5% | -11.8% | -13.6% |
| 1Y | -16.6% | 0.0% | -16.6% | -17.8% |
| 3Y | -10.8% | -8.4% | -2.4% | -7.4% |
| 5Y | -50.3% | -43.5% | -6.8% | -25.9% |
| All | -50.3% | -44.9% | -5.4% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling